Hi there!
Good question and thanks for getting in touch. Unfortunately, we don’t currently support a way to password-protect the entire calendar in the way you’re looking for. However, you are able to password-protect individual events by selecting the “Password Protected” options in the Visibility settings when editing a single event.
Here’s a screenshot of where that is located on the event editing screen.
Does that help answer your question? Please let me know.
Cheers!
Geoff